ECBOT 10 Year T-Note Future December 2014
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
127-120 |
127-270 |
0-150 |
0.4% |
126-220 |
| High |
127-250 |
128-020 |
0-090 |
0.2% |
127-250 |
| Low |
127-090 |
127-095 |
0-005 |
0.0% |
126-165 |
| Close |
127-210 |
127-165 |
-0-045 |
-0.1% |
127-210 |
| Range |
0-160 |
0-245 |
0-085 |
53.1% |
1-085 |
| ATR |
0-167 |
0-173 |
0-006 |
3.3% |
0-000 |
| Volume |
234,761 |
237,116 |
2,355 |
1.0% |
6,238,852 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-295 |
129-155 |
127-300 |
|
| R3 |
129-050 |
128-230 |
127-232 |
|
| R2 |
128-125 |
128-125 |
127-210 |
|
| R1 |
127-305 |
127-305 |
127-187 |
127-252 |
| PP |
127-200 |
127-200 |
127-200 |
127-174 |
| S1 |
127-060 |
127-060 |
127-143 |
127-008 |
| S2 |
126-275 |
126-275 |
127-120 |
|
| S3 |
126-030 |
126-135 |
127-098 |
|
| S4 |
125-105 |
125-210 |
127-030 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-037 |
130-208 |
128-113 |
|
| R3 |
129-272 |
129-123 |
128-001 |
|
| R2 |
128-187 |
128-187 |
127-284 |
|
| R1 |
128-038 |
128-038 |
127-247 |
128-112 |
| PP |
127-102 |
127-102 |
127-102 |
127-139 |
| S1 |
126-273 |
126-273 |
127-173 |
127-028 |
| S2 |
126-017 |
126-017 |
127-136 |
|
| S3 |
124-252 |
125-188 |
127-099 |
|
| S4 |
123-167 |
124-103 |
126-307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-020 |
126-165 |
1-175 |
1.2% |
0-154 |
0.4% |
65% |
True |
False |
1,295,193 |
| 10 |
128-020 |
126-085 |
1-255 |
1.4% |
0-144 |
0.4% |
70% |
True |
False |
1,220,400 |
| 20 |
128-020 |
125-270 |
2-070 |
1.7% |
0-159 |
0.4% |
75% |
True |
False |
1,130,696 |
| 40 |
130-170 |
125-035 |
5-135 |
4.3% |
0-212 |
0.5% |
44% |
False |
False |
1,404,481 |
| 60 |
130-170 |
123-160 |
7-010 |
5.5% |
0-193 |
0.5% |
57% |
False |
False |
1,385,288 |
| 80 |
130-170 |
123-160 |
7-010 |
5.5% |
0-183 |
0.4% |
57% |
False |
False |
1,186,168 |
| 100 |
130-170 |
123-130 |
7-040 |
5.6% |
0-174 |
0.4% |
58% |
False |
False |
950,076 |
| 120 |
130-170 |
122-210 |
7-280 |
6.2% |
0-161 |
0.4% |
62% |
False |
False |
791,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-101 |
|
2.618 |
130-021 |
|
1.618 |
129-096 |
|
1.000 |
128-265 |
|
0.618 |
128-171 |
|
HIGH |
128-020 |
|
0.618 |
127-246 |
|
0.500 |
127-218 |
|
0.382 |
127-189 |
|
LOW |
127-095 |
|
0.618 |
126-264 |
|
1.000 |
126-170 |
|
1.618 |
126-019 |
|
2.618 |
125-094 |
|
4.250 |
124-014 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
127-218 |
127-185 |
| PP |
127-200 |
127-178 |
| S1 |
127-182 |
127-172 |
|